Pages that link to "Item:Q917159"
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The following pages link to Sur l'approximation des réduites. (On the approximation of residues) (Q917159):
Displayed 13 items.
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- Stability of Doob-Meyer decomposition under extended convergence (Q1879125) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- The random-time binomial model (Q1960552) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
- Properties of American option prices (Q2485809) (← links)
- Optimal learning with non-Gaussian rewards (Q2806349) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)